ThetaOwl

VSCO

Victorias Secret & Co.Consumer Cyclical
$46.00
Bullish
Mkt Cap: $3.70B|Float: 68.7M|SI: 11.3%|DTC: 2.8
Data as of market close Apr 2, 2026
IV Rank
72
IV Pctl
67%
HV 20d
66.9%
52W Range
$14-$67
ATR(14)
$2.44
Exp. Move
±11.1%
P/C Ratio
0.47
Earnings
Jun 4
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

VSCO Key Options Data

IV Rank
72.4%
Total GEX
$0.00B
Total DEX
$1.4M
Max Pain
$40.00
Expected Move
±11.1%
Put/Call OI
0.47
Net Premium
$0.2M
Spot Price
$46.00

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$5.12±11.1%$40.88$51.12
2026-05-1543±$4.45±9.7%$41.55$50.45
2026-06-1877±$12.05±26.2%$33.95$58.05
2026-09-18169±$18.25±39.7%$27.75$64.25
2026-12-18260±$21.85±47.5%$24.15$67.85
2027-01-15288±$22.05±47.9%$23.95$68.05

Explore VSCO options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.